Documentation / @openassistant/plots / ChowTestResult
Type Alias: ChowTestResult
ChowTestResult =
object
Defined in: echarts/math/linear-regression.ts:329
Performs Chow test to check for structural break in linear regression The fStat is the F-statistic and the pValue is the p-value. If the pValue is less than 0.05, we can reject the null hypothesis and conclude that the regression is different between the first and second subset. The larger the fStat, the more significant the difference between the two subsets.
Param
First subset x values
Param
First subset y values
Param
Second subset x values
Param
Second subset y values
Properties
fStat
fStat:
number
Defined in: echarts/math/linear-regression.ts:330
pValue
pValue:
number
Defined in: echarts/math/linear-regression.ts:331